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Summary
The recent turmoil in the banking sector has sent shockwaves around the world, sparking new fears about whether a wider financial crisis is pending.
Few investors had bank failures on their radar as a potential trigger for systemic risk, yet the US regional banks that were previously considered too small to need comprehensive prudential regulation, are now considered "too big to ignore."
In times of such turbulence, how can you identify opportunity and manage risk? How do you search for new sources of alpha or hunt for data sets that provide the additional insight you need to spot potential pitfalls?
Join us as we demonstrate the datasets that can deliver a more comprehensive view of the market, providing you with insights to make better informed decisions at every step, from pre-market analysis to post-event monitoring during market-moving events.
This webinar will explore
- How to easily identify counterparty risk exposure.
- The build-up in short interest across the US banking sector and the size of the current short positions being held in banking stocks.
- How intraday Securities Finance data is helping to pinpoint positions being borrowed to get an almost real time view of market events.
- Credit spread performance pre and post SVB collapse and the impact on market liquidity.
- Post GFC regulation on bank resolution and the impact on credit markets.
- The market's future expectation on the performance of broader US regional banking sector through movements in the EQ derivatives markets.
- Analyzing regional banks using textual data, fundamentals and investor sentiment.
Moderator
S&P Global Market Intelligence
Maureen McKenna
Commercial Banks Solutions Lead
Maureen McKenna is the Solutions Lead for U.S. Commercial Banks at S&P Global Market Intelligence. In this role, she produces segment specific thought leadership and identifies opportunities for Commercial Banks to partner with S&P Global to leverage our full suite of products.
Speakers
S&P Global Market Intelligence
Gavan Nolan
Executive Director, Business Development and Research, Fixed Income Pricing
Gavan Nolan, a specialist in credit markets, is an Executive Director responsible for business development and co-heads research for Fixed Income Pricing at S&P Global Market Intelligence.
S&P Global Market Intelligence
Matt Chessum
Director, Securities Finance
Matt Chessum is a director within the securities finance team at S&P Global Market Intelligence.
S&P Global Market Intelligence
Kashyap Sheth
Executive Director, Business Development, OTC Derivatives Data
Kash Sheth leads Strategy and Growth for OTC Derivatives Data service, at S&P Global Market Intelligence. Kash joined IHS Markit in 2010 and helped to develop the service which is now industry leading, serving 250+ clients, globally.
Lance Risi
Lead, Product Management & Development
Lance has been with S&P Global for 25 years, primarily working on the industry leading Cross Reference mapping solution for clients around the globe.
S&P Global Market Intelligence
Temilade Oyeniyi
Vice President, New Product Development & Quantamental Research
Temilade (“Temi”) Oyeniyi is Vice President at S&P Global Market Intelligence’s QuantamentalResearch Group, which is responsible for building global equity strategies for institutional investors.
Event Support